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Pull requests: QF-Bench/QuantitativeFinance-Bench

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Pull requests list

Add task weekly-garch-vol-proxy
#209 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task garch-sp500-fit
#208 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task jarque-bera-normality-test
#207 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task gh-distribution-fitting
#206 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task standard-var-methods
#205 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task panjer-recursion
#204 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task block-maxima-gev
#203 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task intensity-credit-model
#202 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task copula-sampling-rank-correlation
#201 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task merton-structural-credit
#200 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task single-loss-approximation
#199 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task ljung-box-serial-dependence
#198 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task one-factor-equity-model
#197 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task copula-garch-portfolio
#196 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task creditrisk-plus-model
#195 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task var-es-coherence
#194 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task creditmetrics-portfolio-var
#193 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task pca-equity-returns
#192 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task rolling-correlation-indices
#191 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task ewma-correlation-sensitivity
#190 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task geometric-spacings-test
#189 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task vasicek-portfolio-credit
#188 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task delta-gamma-option-var
#187 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task pot-gpd-bitcoin
#186 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
Add task gaussian-copula-credit
#185 opened Apr 24, 2026 by Dongzhikang Collaborator Loading…
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